I have collected game music for some time now. The best soundtracks I know are Divine Divinity and Gothic III. Divine Divinity won several prices due to it's music and Gothic III would have if the game had not flopped.
You can download the entire soundtrack for Divine Divinity for free from the composers website
here. It's well worth it if you like medieval music that blends in choir. It's
really well made, easily surpassing many great movie soundtracks.
I also enjoy most of the Final Fantasy series, Fallout, Knights of the Old Republic, Metal Gear Solid, Monkey Island, Morrowind/Oblivion and WarCraft III.
Silent Hill have an excellent horror track.
A really unique gametrack is Katamari Damacy. I do not think anything really come close in wierdness.
